ECON5121 ECONOMETRIC THEORY AND APPLICATIONS

Econometrics combines economics, mathematics, and statistics; with its applications involving real data analysis and computer programming. This course is an introductory course in econometrics at the graduate level. It covers basic econometric theory including linear model, large sample theory, estimation methods, hypotheses testing, panel data models, generalized method of moments, discrete choice and censored data, etc., with applications to many real world economic problems using data.

2021-2022:

1st Term
ECON5121B (M.Sc.) Teacher: Prof. FAN Qingliang [Course Outline]
ECON5121C (M.Sc.) Teacher: Prof. FAN Qingliang [Course Outline]
2nd Term